Before you make this huge adjustment, first person doesn’t mean closer. That isn’t what Harry means. You can be just as close in your characters head in third person as in first.
It’s the use of psychic distance and similar tools to get us close to your characters. I can’t post up a link from my phone, but if you google Emma Darwin’s itch of writing toolkit, (she’s a Jericho tutor) you’ll a post about it in there.